+136.7%
WMT vs BROS
+35.1%
+101.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.3% |
| 7D | 0.0% | -5.8% | +5.8% | +0.4% |
| 30D | -7.4% | -14.0% | +6.5% | -6.6% |
| 3M | -10.9% | -32.5% | +21.6% | -8.9% |
| 6M | -12.7% | -14.9% | +2.2% | -12.3% |
| YTD | -3.2% | -28.3% | +25.1% | -1.8% |
| 1Y | +5.3% | -34.0% | +39.2% | +7.1% |
| 3Y | +101.9% | +63.0% | +38.9% | +92.1% |
| All | +136.7% | +35.1% | +101.7% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BROS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling